Single-pass free electron lasers (FEL) based on the self- amplification of spontaneous emission (SASE) do not require optical resonators and may therefore be used in the vacuum ultraviolet (VUV) and X-ray region down to wavelengths around 0.1 nm. Due to the start-up from noise, however, there is only little longitudinal coherence, and the photon pulses consist of many uncorrelated narrow lines. In this paper we present the conceptual design of two different optical schemes for the VUV SASE-FEL at DESY, aiming at the production of fully coherent, tunable VUV and soft X-ray radiation with good pulse-to-pulse stability. At long wavelengths it is planned to install a narrow-band optical feedback using a blazed grating in Littrow mounting. This scheme is based on the high repetition rate of the accelerator and combines the light pulse coming from the first electron bunch with the fifth electron bunch which amplifies it to saturation. At shorter wavelengths it is proposed to divide the undulator into two parts and put a high-resolution grazing-incidence monochromator in between. This scheme works for any pulse timing because the seeding pulse is combined with the same electron bunch at the entrance of the second undulator driving it to saturation.